On the convergence of stochastic integrals driven by processes converging on account of a homogenization property

DOI10.1214/EJP.V7-117MaRDI QIDQ1858665zbMATH OpenFDO

Authors Antoine Lejay

Publication date 13 February 2003

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/122455

zbMATH Keywords

conditions UT and UCVgood sequence of semimartingalesLévy areastochastic differential equations

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Other physical applications of random processes (60K40)

Recommendations

• On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization
• scientific article; zbMATH DE number 3986297
• Convergence in various topologies for stochastic integrals driven by semimartingales
• CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
• Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)

Cited in

(8)

• Rough invariance principle for delayed regenerative processes
• On (p,q)-rough paths
• On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization
• The Limiting Behavior of Ito’s Finite Sums with Averaging
• Yet another introduction to rough paths
• Stochastic differential equations driven by processes generated by divergence form operators. II: Convergence results
• Anomalous thermodynamics in homogenized generalized Langevin systems
• Multiscale analysis of semilinear damped stochastic wave equations

This page was built for publication: On the convergence of stochastic integrals driven by processes converging on account of a homogenization property

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1858665)